+1,278.3%
KDP vs LH
+487.8%
+790.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +19.9% | +17.5% | +2.4% | +13.9% |
| 3M | +21.5% | +16.1% | +5.4% | +15.6% |
| 6M | +30.1% | +43.4% | -13.3% | +15.8% |
| YTD | +34.9% | +47.2% | -12.3% | +18.7% |
| 1Y | +43.4% | +50.1% | -6.7% | +25.2% |
| 3Y | +29.1% | +81.2% | -52.1% | +4.7% |
| 5Y | +15.0% | +63.7% | -48.7% | -5.3% |
| 10Y | +234.1% | +269.2% | -35.1% | +91.8% |
| All | +1,278.3% | +487.8% | +790.5% | +442.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling